+200.4%
WELL vs TSLQ
-95.6%
+296.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.4% | +0.3% |
| 7D | -1.3% | -8.6% | +7.3% | -1.4% |
| 30D | +0.5% | -24.9% | +25.4% | +0.1% |
| 3M | +19.1% | -1.5% | +20.6% | +19.4% |
| 6M | +17.0% | -18.1% | +35.0% | +17.0% |
| YTD | +29.2% | -0.1% | +29.3% | +30.1% |
| 1Y | +42.1% | -51.4% | +93.5% | +40.9% |
| All | +200.4% | -95.6% | +296.0% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling